Abstract:
In this paper, we consider the optimal control problem described by a system of ordinary differential equations in the presence of state constraints. Theoretical results are obtained concerning the approximation of this problem by a sequence of new optimal control problems with a modified right-hand side of the control system and no state constraints. The issues of the approximation of continuous control systems by their discrete versions are also discussed.
Keywords:Optimal control; state constraints; nonsmooth optimisation; approximation.